Bond pricing & yield worksheet with answers

Free printable Bond pricing & yield worksheet: 6 problems from easy to exam level, with an answer key. Print it or save it as a PDF.

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1.Easy

A bond with a face value of €1 000 pays an annual coupon of 5% and matures in 8 years. The yield to maturity is 3%. Find the price P of the bond.

F = €1 000coupon = 5%YTM = 3%n = 8

P = €

2.Easy

A bond with a face value of €1 000 pays an annual coupon of 2% and matures in 8 years. The yield to maturity is 5%. Find the price P of the bond.

F = €1 000coupon = 2%YTM = 5%n = 8

P = €

3.Medium

A bond with a face value of €1 000 pays a 5% annual coupon in two half-yearly payments and matures in 11 years. The yield to maturity is 9% per year. Find the price P of the bond.

F = €1 000coupon = 5%YTM = 9%n = 11

P = €

4.Medium

A bond with a face value of €1 000 pays a 5% annual coupon in two half-yearly payments and matures in 5 years. The yield to maturity is 5.5% per year. Find the price P of the bond.

F = €1 000coupon = 5%YTM = 5.5%n = 5

P = €

5.Hard

A bond with a face value of €1 000 and an annual coupon of 6% matures in 7 years and sells for €1 090. Find its yield to maturity YTM in percent.

F = €1 000coupon = 6%n = 7P = €1 090

YTM = %

6.Hard

A bond with a face value of €1 000 and an annual coupon of 7% matures in 9 years and sells for €1 070. Find its yield to maturity YTM in percent.

F = €1 000coupon = 7%n = 9P = €1 070

YTM = %

Answer key

1. P = 1140 €
2. P = 806.1 €
3. P = 724.3 €
4. P = 978.4 €
5. YTM = 4.474 %
6. YTM = 5.972 %

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